Multiple risk factor dependence structures: copulas and related properties (Q2397858): Difference between revisions

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+Explicit ruin formulas for models with dependence among risks
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+Marshall-Olkin distributions -- advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2--3, 2013
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+PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE
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+Distorted mix method for constructing copulas with tail dependence
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
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